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MXLMX vs. MXGMX
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MXLMX vs. MXGMX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Great-West Multi-Sector Bond Fund (MXLMX) and Great-West U.S. Government Securities Fund (MXGMX). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MXLMX achieves a 0.96% return, which is significantly higher than MXGMX's 0.27% return. Over the past 10 years, MXLMX has outperformed MXGMX with an annualized return of 3.23%, while MXGMX has yielded a comparatively lower 0.75% annualized return.


MXLMX

1D
0.07%
1M
0.66%
YTD
0.96%
6M
1.07%
1Y
5.84%
3Y*
6.39%
5Y*
1.91%
10Y*
3.23%

MXGMX

1D
0.18%
1M
0.72%
YTD
0.27%
6M
0.30%
1Y
3.98%
3Y*
3.29%
5Y*
-0.31%
10Y*
0.75%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MXLMX vs. MXGMX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXLMX
Great-West Multi-Sector Bond Fund
0.96%7.99%5.14%7.89%-11.42%0.96%9.02%11.74%-3.03%4.83%
MXGMX
Great-West U.S. Government Securities Fund
0.27%6.60%0.75%4.44%-12.09%-2.15%5.87%6.12%0.63%1.59%

Correlation

The correlation between MXLMX and MXGMX is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.84

Correlation (3Y)
Calculated over the trailing 3-year period

0.91

Correlation (5Y)
Calculated over the trailing 5-year period

0.87

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2003

0.47

Over the past year, MXLMX and MXGMX have become more correlated (0.84) than their long-term average of 0.47, meaning their price movements have been converging.

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Return for Risk

MXLMX vs. MXGMX — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MXLMX
MXLMX Risk / Return Rank: 5959
Overall Rank
MXLMX Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
MXLMX Sortino Ratio Rank: 7070
Sortino Ratio Rank
MXLMX Omega Ratio Rank: 7373
Omega Ratio Rank
MXLMX Calmar Ratio Rank: 4343
Calmar Ratio Rank
MXLMX Martin Ratio Rank: 4646
Martin Ratio Rank

MXGMX
MXGMX Risk / Return Rank: 1616
Overall Rank
MXGMX Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
MXGMX Sortino Ratio Rank: 1717
Sortino Ratio Rank
MXGMX Omega Ratio Rank: 1717
Omega Ratio Rank
MXGMX Calmar Ratio Rank: 1616
Calmar Ratio Rank
MXGMX Martin Ratio Rank: 1515
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MXLMX vs. MXGMX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Great-West Multi-Sector Bond Fund (MXLMX) and Great-West U.S. Government Securities Fund (MXGMX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


MXLMXMXGMXDifference
Sharpe ratioReturn per unit of total volatility

+1.05

Sortino ratioReturn per unit of downside risk

+1.56

Omega ratioGain probability vs. loss probability

1.44

1.20

+0.24

Calmar ratioReturn relative to maximum drawdown

2.38

1.34

+1.04

Martin ratioReturn relative to average drawdown

9.17

3.80

+5.37

MXLMX vs. MXGMX - Sharpe Ratio Comparison

The current MXLMX Sharpe Ratio is 2.13, which is higher than the MXGMX Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of MXLMX and MXGMX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

MXLMX vs. MXGMX - Drawdown Comparison

The maximum MXLMX drawdown since its inception was -36.94%, which is greater than MXGMX's maximum drawdown of -18.63%. Use the drawdown chart below to compare losses from any high point for MXLMX and MXGMX.


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Drawdown Indicators


MXLMXMXGMXDifference

Max Drawdown

Largest peak-to-trough decline

-36.94%

-18.63%

-18.31%

Max Drawdown (1Y)

Largest decline over 1 year

-2.55%

-3.09%

+0.54%

Max Drawdown (3Y)

Largest decline over 3 years

-4.53%

-6.67%

+2.14%

Max Drawdown (5Y)

Largest decline over 5 years

-15.52%

-17.09%

+1.57%

Max Drawdown (10Y)

Largest decline over 10 years

-15.52%

-18.63%

+3.11%

Current Drawdown

Current decline from peak

-0.51%

-4.36%

+3.85%

Average Drawdown

Average peak-to-trough decline

-8.21%

-5.31%

-2.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.65%

1.07%

-0.42%

Volatility

MXLMX vs. MXGMX - Volatility Comparison

The current volatility for Great-West Multi-Sector Bond Fund (MXLMX) is 1.03%, while Great-West U.S. Government Securities Fund (MXGMX) has a volatility of 1.15%. This indicates that MXLMX experiences smaller price fluctuations and is considered to be less risky than MXGMX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXLMXMXGMXDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.03%

1.15%

-0.12%

Volatility (6M)

Calculated over the trailing 6-month period

2.34%

2.72%

-0.38%

Volatility (1Y)

Calculated over the trailing 1-year period

2.84%

3.81%

-0.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.26%

5.90%

-1.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.19%

4.64%

-0.45%

MXLMX vs. MXGMX - Expense Ratio Comparison

MXLMX has a 0.90% expense ratio, which is higher than MXGMX's 0.60% expense ratio.


Dividends

MXLMX vs. MXGMX - Dividend Comparison

MXLMX's dividend yield for the trailing twelve months is around 3.25%, more than MXGMX's 2.66% yield.


PositionTTM202520242023202220212020201920182017
MXGMX
Great-West U.S. Government Securities Fund
2.66%2.67%2.73%2.37%1.48%2.21%0.94%1.53%1.88%0.90%
MXLMX
Great-West Multi-Sector Bond Fund
3.25%3.28%3.68%3.16%2.59%3.88%3.59%1.76%3.07%0.45%

Frequently Asked Questions


MXLMX and MXGMX have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MXGMX has higher volatility (1.15%) compared to MXLMX (1.03%). In terms of maximum drawdown, MXLMX dropped -36.94% vs MXGMX's -18.63%.

MXLMX currently has the higher Sharpe Ratio (2.13 vs 1.08), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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